Optimal buying at the global minimum in a regime switching model (Q502365)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal buying at the global minimum in a regime switching model
scientific article

    Statements

    Optimal buying at the global minimum in a regime switching model (English)
    0 references
    0 references
    0 references
    5 January 2017
    0 references
    0 references
    regime switching model
    0 references
    globally minimal price
    0 references
    optimal stopping
    0 references
    stochastic recursive algorithm
    0 references
    asset purchase
    0 references
    0 references